post_funding_mean_reversion_long · strategy

221

closed trades

39%

win rate

-110.88

total pnl ($)

0.887

weight

7d window — n=48 wr=35% pnl=-32.54 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Backtest evidence run: 2026-05-21 07:34 (32.3d ago) · src: backtest-gate-results.jsonl

verdict: ERROR · strict: STRICT-FAIL · batch: strategies_batch_arr

n: 0 · wr: 0.0% · total_bps: +0.0 · mean_bps: +0.00 · sharpe: +0.00 · max_dd_bps: +0.0

gate: min_trades=5 min_wr=0.45 min_total_bps=— min_sharpe=— effective_days=229.306

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-22 00:48	BTC	Buy	63310.2→63873.8	+4.00	timeout
06-21 23:47	BTC	Buy	63662.2→63255.8	-3.64	timeout
06-21 22:47	BTC	Buy	63811.2→63656.8	-1.66	timeout
06-21 21:51	BTC	Buy	63687.2→63793.8	+0.39	timeout
06-21 20:51	BTC	Buy	64183.2→63712.8	-4.11	timeout
06-21 19:49	BTC	Buy	64132.2→64159.8	-0.23	timeout
06-21 18:46	BTC	Buy	64149.2→64118.8	-0.69	timeout
06-21 17:40	BTC	Buy	64012.2→64046.8	-0.18	timeout
06-21 16:35	BTC	Buy	64165.2→64026.8	-1.53	timeout
06-21 15:30	BTC	Buy	63983.2→64193.8	+1.20	timeout
06-21 14:25	BTC	Buy	64135.2→64053.8	-1.08	timeout
06-21 13:15	BTC	Buy	64014.2→64100.8	+0.23	timeout
06-21 12:11	BTC	Buy	64442.2→64090.8	-3.17	timeout
06-21 08:48	BTC	Buy	64193.2→63907.8	-2.68	timeout
06-21 07:44	BTC	Buy	64286.2→64174.8	-1.32	timeout
06-21 06:29	BTC	Buy	64267.2→64263.8	-0.48	timeout
06-21 05:31	BTC	Buy	64505.2→64264.8	-2.31	timeout
06-21 04:28	BTC	Buy	64397.2→64528.8	+0.57	timeout
06-20 22:23	BTC	Buy	63919.2→64078.8	+0.80	timeout
06-20 21:14	BTC	Buy	63953.2→63994.8	-0.12	timeout
06-20 20:15	BTC	Buy	63878.2→63921.8	-0.11	timeout
06-20 09:03	BTC	Buy	63498.2→63431.8	-0.98	timeout
06-20 05:59	BTC	Buy	63543.2→63649.8	+0.39	timeout
06-17 17:03	BTC	Buy	65823.3→65862.7	-0.15	timeout
06-17 15:35	BTC	Buy	65191.3→65334.7	+0.65	timeout
06-17 14:32	BTC	Buy	64943.2→65174.7	+1.33	timeout
06-17 13:22	BTC	Buy	64715.2→64968.8	+1.51	timeout
06-17 12:04	BTC	Buy	64702.2→64796.8	+0.28	timeout
06-17 11:00	BTC	Buy	64869.2→64780.8	-1.14	timeout
06-17 10:04	BTC	Buy	64992.2→64814.8	-1.82	timeout
06-17 08:49	BTC	Buy	65441.3→64813.3	-5.25	stop_loss
06-17 06:35	BTC	Buy	65832.3→65692.7	-1.51	timeout
06-16 09:26	BTC	Buy	66485.3→66605.7	+0.45	timeout
06-16 08:08	BTC	Buy	66420.3→66356.7	-0.93	timeout
06-16 07:03	BTC	Buy	66123.3→66340.7	+1.20	timeout
06-16 06:01	BTC	Buy	65847.3→66045.7	+1.06	timeout
06-16 04:57	BTC	Buy	66081.3→65801.7	-2.56	timeout
06-16 01:58	BTC	Buy	66235.3→66311.7	+0.13	timeout
06-15 23:02	BTC	Buy	66379.3→66190.7	-1.87	timeout
06-15 21:58	BTC	Buy	66491.3→66334.7	-1.63	timeout
06-15 20:57	BTC	Buy	66585.3→66458.7	-1.40	timeout
06-15 19:53	BTC	Buy	66818.3→66572.7	-2.29	timeout
06-15 18:51	BTC	Buy	66897.3→66830.7	-0.95	timeout
06-15 17:48	BTC	Buy	67102.4→66869.7	-2.19	timeout
06-15 16:52	BTC	Buy	67124.4→67076.6	-0.81	timeout
06-15 15:42	BTC	Buy	66528.3→66831.7	+1.83	timeout
06-15 14:45	BTC	Buy	66505.3→66519.7	-0.34	timeout
06-15 13:41	BTC	Buy	66380.3→66517.7	+0.59	timeout
06-15 12:36	BTC	Buy	66137.3→66262.7	+0.50	timeout
06-15 11:29	BTC	Buy	65701.3→66200.7	+3.35	timeout
06-15 10:27	BTC	Buy	65682.3→65721.7	-0.15	timeout
06-15 09:22	BTC	Buy	65623.3→65695.7	+0.10	timeout
06-15 04:12	BTC	Buy	65642.3→65735.7	+0.26	timeout
06-15 03:02	BTC	Buy	65462.3→65442.7	-0.60	timeout
06-15 01:05	BTC	Buy	65641.3→65404.7	-2.25	timeout
06-14 17:26	BTC	Buy	64147.2→63886.8	-2.48	timeout
06-14 16:23	BTC	Buy	64064.2→64091.8	-0.24	timeout
06-14 15:21	BTC	Buy	64223.2→64011.8	-2.10	timeout
06-14 14:19	BTC	Buy	64338.2→64261.8	-1.04	timeout
06-14 13:15	BTC	Buy	64468.2→64339.8	-1.45	timeout
06-14 12:06	BTC	Buy	64468.2→64488.8	-0.29	timeout
06-14 11:03	BTC	Buy	64550.2→64457.8	-1.17	timeout
06-14 09:58	BTC	Buy	64430.2→64594.8	+0.83	timeout
06-14 08:56	BTC	Buy	64434.2→64454.8	-0.29	timeout
06-14 07:56	BTC	Buy	64257.2→64409.8	+0.74	timeout
06-14 06:51	BTC	Buy	64354.2→64230.8	-1.41	timeout
06-14 05:46	BTC	Buy	64330.2→64328.8	-0.46	timeout
06-14 04:40	BTC	Buy	64469.2→64401.8	-0.97	timeout
06-14 03:36	BTC	Buy	64520.2→64485.8	-0.72	timeout
06-14 02:33	BTC	Buy	64610.2→64523.8	-1.12	timeout
06-14 01:28	BTC	Buy	64511.2→64606.8	+0.29	timeout
06-14 00:23	BTC	Buy	64529.2→64430.8	-1.21	timeout
06-13 23:19	BTC	Buy	64381.2→64555.8	+0.90	timeout
06-13 22:16	BTC	Buy	64245.2→64361.8	+0.46	timeout
06-13 21:11	BTC	Buy	64263.2→64250.8	-0.55	timeout
06-13 20:10	BTC	Buy	64160.2→64245.8	+0.22	timeout
06-13 19:07	BTC	Buy	64035.2→64136.8	+0.34	timeout
06-13 18:02	BTC	Buy	63970.2→63994.8	-0.26	timeout
06-13 17:01	BTC	Buy	64266.2→63971.8	-2.74	timeout
06-13 06:18	BTC	Buy	63538.2→63545.8	-0.39	timeout
06-13 03:49	BTC	Buy	63572.2→63478.8	-1.18	timeout
06-12 14:10	BTC	Buy	63409.2→63365.8	-0.79	timeout
06-12 13:07	BTC	Buy	63635.2→63417.8	-2.16	timeout
06-12 01:37	BTC	Buy	63662.2→63293.8	-3.35	timeout
06-12 00:32	BTC	Buy	63466.2→63575.8	+0.41	timeout
06-11 01:06	BTC	Buy	61600.1→61967.9	+2.53	timeout
06-11 00:05	BTC	Buy	61332.1→61579.9	+1.57	timeout
06-10 23:01	BTC	Buy	61219.1→61329.9	+0.46	timeout
06-10 21:15	BTC	Buy	61831.1→61550.9	-2.72	timeout
06-10 13:49	BTC	Buy	61503.1→62419.9	+7.00	take_profit
06-10 13:06	BTC	Buy	61115.1→61539.9	+3.03	timeout
06-10 12:01	BTC	Buy	61336.1→60939	-3.69	timeout
06-10 10:57	BTC	Buy	61358.1→61319.9	-0.76	timeout
06-10 09:21	BTC	Buy	61290.1→60700.6	-5.26	stop_loss
06-10 08:50	BTC	Buy	61680.1→61207.9	-4.27	timeout
06-09 03:25	BTC	Buy	62680.1→62753.9	+0.14	timeout
06-09 00:22	BTC	Buy	63180.2→62989.9	-1.96	timeout
06-08 20:12	BTC	Buy	63401.2→63340.8	-0.93	timeout
06-07 12:30	BTC	Buy	62461.1→61861	-5.25	stop_loss
06-07 10:16	BTC	Buy	62827.1→62402.9	-3.83	timeout

Paper vs Live

Paper (trades.jsonl)

221

closed

39%

win rate

-110.88

total pnl ($)

-10.0 bps

avg bps net

Live (dry_run=0)

closed

—

win rate

—

total pnl ($)

—

avg bps net

Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbol	n	wr	net bps	total pnl ($)
BTC	221	39%	-10.0	-110.88

Recent bounces (last 20 of 2)

time	sym	side	reason
06-21 23:06	BTC	Buy	stale_intent
06-21 22:07	BTC	Buy	stale_intent

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…